Ametaverse Breakout Screen Using Three Limit-Up Days and the Ten-Day Average

Summary

This Chinese equities screen selects stocks in the metaverse industry after three consecutive limit-up sessions, with the current price near its ten-day moving average. It combines a short-term price surge, interpreted as evidence of market activity and upward momentum, with a moving-average proximity condition intended to identify a potential entry area. The document gives screening logic and an example of how the conditions can be combined in a charting formula.

The post provides no backtest, return series, or empirical evidence that the screen is profitable. It warns that a three-day surge may be a temporary rebound, and that the strategy omits fundamental measures such as profitability. Restricting candidates to one industry can also exclude opportunities elsewhere. The author suggests adding technical and fundamental filters, examining multiple time horizons, and comparing industries. The described rules are therefore a screening idea rather than a validated trading system.

Key ideas

• The screen limits its universe to stocks classified in the metaverse industry.
• It combines three consecutive limit-up sessions with a price near the ten-day moving average.
• The consecutive limit-ups are treated as a momentum signal, while the moving-average condition identifies a possible entry zone.
• The post offers no performance evidence and warns that the price surge may reverse.
• The narrow industry scope and lack of fundamental filters limit the screen’s coverage and assessment of investment quality.

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.